Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1238467.7191 | 1218191.0537 | 20276.6654 | 1153305.5396 | 1712615.3063 | -559309.7667 |
Total P&L (%) | 1238.4677 | 1218.1911 | 20.2767 | 1153.3055 | 1712.6153 | -559.3098 |
Avg Daily Profit (%) | 0.6715 | 0.6605 | 0.011 | 0.1372 | 0.1572 | 0 |
Buy And Hold Return (%) | 393.5238 | 393.5238 | 393.5238 | 393.5238 | 393.5238 | 393.5238 |
Max Trade Drawdown | -84033 | -71094 | -119880 | -1068006 | -556496 | -909796 |
Profit Factor | 3.1175 | 5.7308 | 1.0619 | 1.2838 | 2.0575 | 0.7711 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 41.7722 | 45 | 38.4615 | 41.7722 | 45 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.3456 | 7.0043 | 1.6991 | 1.7896 | 2.5147 | 1.2338 |
Largest Winning Trade | 757238 | 757238 | 77374 | 715814 | 715814 | 348129 |
Largest Losing Trade | -76122 | -29655 | -76122 | -713805 | -204457 | -713805 |
Avg Bars in Trades | 274 | 266 | 282 | 274 | 266 | 282 |
Avg Bars in Winners | 435 | 392 | 488 | 435 | 392 | 488 |
Avg Bars in Losers | 158 | 164 | 154 | 158 | 164 | 154 |
Bars Traded | 21693 | 10669 | 11025 | 21693 | 10669 | 11025 |
Profit Streak | 59.527 | 135.277 | 0 | 59.527 | 135.277 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18872 | 587611 | -499672 | -45464 | 313844 | -583577 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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